+57.4%
MAR vs AMRZ
-11.5%
+68.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +0.7% |
| 7D | +7.7% | +10.3% | -2.6% | +5.0% |
| 30D | +19.4% | +18.7% | +0.7% | +14.1% |
| 3M | +23.3% | -14.6% | +38.0% | +28.0% |
| 6M | +22.8% | -12.9% | +35.7% | +26.1% |
| YTD | +37.8% | -17.4% | +55.1% | +41.7% |
| 1Y | +57.4% | -12.3% | +69.7% | +58.7% |
| All | +57.4% | -11.5% | +68.9% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMRZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling